Mersen EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.24% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 13.68 | |
| 0.1514 | 29.20 | |
| 0.9614 | 388.15 | |
| -0.0465 | -11.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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